One of the bad guys always holds a girl which is sleeping. That girls has pink hair and only 1 eye. Do you know who is she and why is she always held by that guy?

Duh I thought it was a boy actually... His/her name is Kuroyuri and I really don't know why the other guy is holding him/her sorry!

Thanks for the name, what's happening though?

EDIT: Here's what I found:
Kuroyuri (クロユリ, Kuroyuri?)
The youngest of Ayanami's subordinates, Kuroyuri often goes on missions with Haruse.

Kuroyuri's gender is actually a point of contention in the manga. In one omake panel, Hyuuga asks for an answer to which Kuroyuri's response is "Do you want to die?" Lately in the anime he calls himself "boku" ("I" for male in Japanese) so we can say Kuroyuri is a boy. His birthday is the 25th of September.

I've only listened to the anime for now so my knowledge on Kuroyuri is quite low... But I plan on reading the manga soon, maybe there will be more answers on this character whereabouts. On my side I just read that he's only sleeping because he is still a small child... It makes sense and I don't think it's more than this. He is like a genius Zaiphon user and he fights with a sword bigger than him so he is often tired.

Maybe! We will hear opinion and search about it. Thanks!

Kuroyuri was sleeping in his arm because he was very exhausted from fighting. And also he is still a small child.
Half of Ayumnai's (Whatever you spell his name) soul is in Kuroyuri's body.
I think Kuroyuri is very kawaii // gorgeous.

Kuroyuri is considered an andronis character. However, it is hinted that Kuroyuri is a boy (although his strong relationship with Haruse [his begleiter], seems to suggest that he is a girl). It is interesting for him to have such a high ranking in the military, seeing that he's considered to be a lieutenant colonel. It is true that Ayanami contains half of Kuroyuri's soul... but I also believe Ayanami has the souls of the rest of the Black Hawks as well.

I believe Kuroyuri is a boy. I haven't seen many hermephradites in anime, and considering that the author of this series wrote Yaoi doujinshi, I think there's a good chance he's of the male variety.

I don't like Kuroyuri very much though, so if he suddenly disappears I wouldn't mind.

Well, I think he is a boy too.